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The effect of the hedge horizon on optimal hedge size and effectiveness when prices are cointegrated
Juhl, Ted; Kawaller, Ira G.; Koch, Paul Douglas - In: The journal of futures markets 32 (2012) 9, pp. 837-876
Persistent link: https://www.econbiz.de/10009612630
Cover Image
The Effect of the Hedge Horizon on Optimal Hedge Size and Effectiveness When Prices are Cointegrated
Juhl, Ted; Kawaller, Ira G.; Koch, Paul D. - In: The journal of futures markets 32 (2012) 9, pp. 837-877
Persistent link: https://www.econbiz.de/10009994129
Cover Image
The Effect of the Hedge Horizon on Optimal Hedge Size and Effectiveness When Prices are Cointegrated
Juhl, Ted; Kawaller, Ira G.; Koch, Paul D. - In: Journal of Futures Markets 32 (2012) 9, pp. 837-876
Persistent link: https://www.econbiz.de/10010564202